+7.0%
ACN vs STT
+47.3%
-40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -2.6% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +22.6% | -2.3% | +25.0% | +22.9% |
| 3M | +45.9% | -7.0% | +52.9% | +46.7% |
| 6M | +43.8% | +15.5% | +28.3% | +36.1% |
| YTD | -2.5% | +35.6% | -38.1% | -12.4% |
| All | +7.0% | +47.3% | -40.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling